PCA Index Dashboard Examples

PCA Index Dashboard Examples#

This script was last run at 2024-03-21 02:22:28.677230+00:00 (UTC)
In US/Central Time, this is 2024-03-20 21:22:28.677230-05:00
High Yield Index OAS 10Y-2Y Spread VIX CP - Treasury Spread, 3m NASDAQ Ret (transformed) 10-Year Treasury (transformed)
DATE
1997-01-02 -0.897160 -0.475079 0.085970 -0.008372 0.545443 0.254567
1997-01-03 -0.885451 -0.475079 -0.155832 0.007140 0.745023 0.205407
1997-01-06 -0.881548 -0.475079 -0.064405 -0.016128 0.777901 0.269352
1997-01-07 -0.881548 -0.454256 -0.129366 -0.047153 0.837528 0.382971
1997-01-08 -0.893257 -0.454256 -0.022300 -0.085934 0.785563 0.496198
... ... ... ... ... ... ...
2024-03-14 -0.862032 -1.474591 -0.724849 1.760045 0.887746 0.499575
2024-03-15 -0.858129 -1.495414 -0.723647 1.690239 0.831759 0.578866
2024-03-18 -0.869838 -1.474591 -0.733270 1.651458 0.714469 0.682736
2024-03-19 -0.881548 -1.464179 -0.794623 1.659214 0.739045 0.558646
2024-03-20 -0.881548 -1.401710 -0.794623 1.659214 0.733794 0.558646

7191 rows × 6 columns

../_images/397ec44be26215df22ec163c82c963d95a62385698f90a269083611e021cbdbf.png
pc1
DATE
1997-01-02   -0.577932
1997-01-03   -0.684081
1997-01-06   -0.666984
1997-01-07   -0.703360
1997-01-08   -0.673028
                ...   
2024-03-14   -1.593728
2024-03-15   -1.581888
2024-03-18   -1.565066
2024-03-19   -1.572775
2024-03-20   -1.554453
Name: PC1, Length: 7191, dtype: float64
# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()
<Axes: xlabel='DATE'>
../_images/c47277f08e12533749195d791acbb61eef6f67fb39506cb902d1f326021c62f3.png
fig = px.line(pc1)
fig.show()
../_images/c6d68ba33230a65c2bc505e609c18b67fbb33ffe3a0b972306eacfb3a25fdc96.png